Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47320.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45925.77 Kr¶

PnL: ---------------------------------------> -962.8 Kr¶

DD now: ---------------------------------> -2.692 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:55:16.773921'

Anic Portfolio¶

Today¶

Return: -0.24 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week¶

Return: -1.236 %¶

Total¶

Return: 54.916 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 0.130000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
SAAB B 8 1.340000 3453.600000 76.600000 2.270000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.940000 395.700000 40.700000 11.460000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -0.960000 611.240000 34.240000 5.930000 576.999999
Boozt 12 0.580000 1677.600000 23.600000 1.430000 1653.999996
Intrum 4 3.770000 550.200000 23.200000 4.400000 527.000000
Resurs Holding 22 -1.020000 595.760000 21.760000 3.790000 573.999998
AcadeMedia 12 -1.480000 576.960000 19.960000 3.580000 557.000004
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.670000 575.850000 11.850000 2.100000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.150000 579.600000 9.600000 1.680000 570.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.580000 249.120000 3.120000 1.270000 246.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Nordea Bank Abp 29 -0.430000 3453.900000 -0.100000 0.000000 3453.999992
Handelsbanken A 5 -0.320000 538.000000 -8.000000 -1.470000 546.000000
CTEK 13 -0.860000 524.550000 -9.450000 -1.770000 533.999999
Midsona B 63 1.570000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -3.510000 539.600000 -34.400000 -5.990000 574.000000
International Petroleum Corp. 5 -0.540000 549.500000 -45.070000 -7.580000 594.565215
Essity A 4 -3.580000 1078.000000 -71.000000 -6.180000 1149.000000
Vivesto 1368 0.560000 536.530000 -76.470000 -12.470000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -9.270000 2849.600000 -121.400000 -4.090000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.480000 1423.800000 -240.200000 -14.440000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45925.770000 -962.800000 -2.69205% 46888.564618

Updated:¶

'2023-01-26 14:55:29.460794'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶